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HUC.TO vs. CASH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HUC.TO vs. CASH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Global X Crude Oil ETF (HUC.TO) and Global X High Interest Savings ETF (CASH.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HUC.TO achieves a 45.00% return, which is significantly higher than CASH.TO's 0.83% return.


HUC.TO

1D
1.46%
1M
-1.28%
YTD
45.00%
6M
41.59%
1Y
40.27%
3Y*
12.31%
5Y*
13.32%
10Y*
8.61%

CASH.TO

1D
0.00%
1M
0.15%
YTD
0.83%
6M
1.01%
1Y
2.22%
3Y*
3.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HUC.TO vs. CASH.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
HUC.TO
Global X Crude Oil ETF
45.00%-13.63%7.23%-2.89%26.25%0.24%
CASH.TO
Global X High Interest Savings ETF
0.83%2.45%4.53%5.11%2.39%0.08%

Correlation

The correlation between HUC.TO and CASH.TO is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2021

-0.03

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Return for Risk

HUC.TO vs. CASH.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HUC.TO
HUC.TO Risk / Return Rank: 4444
Overall Rank
HUC.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HUC.TO Sortino Ratio Rank: 4141
Sortino Ratio Rank
HUC.TO Omega Ratio Rank: 4646
Omega Ratio Rank
HUC.TO Calmar Ratio Rank: 5151
Calmar Ratio Rank
HUC.TO Martin Ratio Rank: 3333
Martin Ratio Rank

CASH.TO
CASH.TO Risk / Return Rank: 100100
Overall Rank
CASH.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CASH.TO Sortino Ratio Rank: 100100
Sortino Ratio Rank
CASH.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CASH.TO Calmar Ratio Rank: 100100
Calmar Ratio Rank
CASH.TO Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HUC.TO vs. CASH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Crude Oil ETF (HUC.TO) and Global X High Interest Savings ETF (CASH.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


HUC.TOCASH.TODifference
Sharpe ratioReturn per unit of total volatility

-8.73

Sortino ratioReturn per unit of downside risk

-30.38

Omega ratioGain probability vs. loss probability

1.29

7.47

-6.18

Calmar ratioReturn relative to maximum drawdown

2.50

111.49

-108.99

Martin ratioReturn relative to average drawdown

4.94

468.24

-463.30

HUC.TO vs. CASH.TO - Sharpe Ratio Comparison

The current HUC.TO Sharpe Ratio is 1.60, which is lower than the CASH.TO Sharpe Ratio of 10.33. The chart below compares the historical Sharpe Ratios of HUC.TO and CASH.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HUC.TOCASH.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

10.33

-8.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

5.52

-5.39

Drawdowns

HUC.TO vs. CASH.TO - Drawdown Comparison

The maximum HUC.TO drawdown since its inception was -76.99%, which is greater than CASH.TO's maximum drawdown of -0.80%. Use the drawdown chart below to compare losses from any high point for HUC.TO and CASH.TO.


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Drawdown Indicators


HUC.TOCASH.TODifference

Max Drawdown

Largest peak-to-trough decline

-76.99%

-0.80%

-76.19%

Max Drawdown (1Y)

Largest decline over 1 year

-16.20%

-0.02%

-16.18%

Max Drawdown (3Y)

Largest decline over 3 years

-23.83%

-0.06%

-23.77%

Max Drawdown (5Y)

Largest decline over 5 years

-30.83%

Max Drawdown (10Y)

Largest decline over 10 years

-61.56%

Current Drawdown

Current decline from peak

-2.80%

0.00%

-2.80%

Average Drawdown

Average peak-to-trough decline

-34.61%

-0.00%

-34.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

0.00%

+8.17%

Volatility

HUC.TO vs. CASH.TO - Volatility Comparison

Global X Crude Oil ETF (HUC.TO) has a higher volatility of 11.26% compared to Global X High Interest Savings ETF (CASH.TO) at 0.06%. This indicates that HUC.TO's price experiences larger fluctuations and is considered to be riskier than CASH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HUC.TOCASH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.26%

0.06%

+11.20%

Volatility (6M)

Calculated over the trailing 6-month period

21.17%

0.13%

+21.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.36%

0.22%

+25.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.85%

0.61%

+27.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.04%

0.61%

+28.43%

HUC.TO vs. CASH.TO - Expense Ratio Comparison

HUC.TO has a 1.09% expense ratio, which is higher than CASH.TO's 0.11% expense ratio.


Dividends

HUC.TO vs. CASH.TO - Dividend Comparison

HUC.TO has not paid dividends to shareholders, while CASH.TO's dividend yield for the trailing twelve months is around 2.19%.


PositionTTM20252024202320222021
CASH.TO
Global X High Interest Savings ETF
2.19%2.53%4.37%5.06%2.30%0.10%
HUC.TO
Global X Crude Oil ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HUC.TO and CASH.TO have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CASH.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CASH.TO is cheaper with a 0.11% expense ratio, compared with 1.09% for HUC.TO.

HUC.TO is categorized as Commodities, while CASH.TO is Money Market. Their fees differ too: 1.09% for HUC.TO and 0.11% for CASH.TO.

Portfolio Optimizer

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